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DP16224 Stock Market and No-Dividend Stocks 智库出版物
2021
作者:  Suleyman Basak;  Adem Atmaz
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
stock market  No-dividend stocks  Dynamic asset pricing  Incomplete information  
DP12134 Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects 智库出版物
2017
作者:  Romain Rancière;  Jonas Heipertz;  Amine Ouazad;  Natacha Valla
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Financial networks  Asset pricing  General equilibrium model of asset trade  Heterogenous beliefs  Dynamic factors  
DP11401 Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds 智库出版物
2016
作者:  Tobias Adrian;  Richard K. Crump;  Erik Vogt
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Flight-to-safety  Risk-return tradeoff  Dynamic asset pricing  Volatility  Nonparametric estimation and inference  Intermediary asset pricing  Asset management  
DP10449 Regression Based Estimation of Dynamic Asset Pricing Models 智库出版物
2015
作者:  Emanuel Moench;  Tobias Adrian;  Richard K. Crump
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Dynamic asset pricing  Fama-macbeth regressions  Gmm  Minimum distance estimation  Reduced rank regression  Time-varying betas  
DP6590 Export Diversification: What?s behind the Hump? 智库出版物
2007
作者:  Olivier Cadot;  Vanessa Strauss-Kahn;  Céline Carrère
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Asset pricing  Dynamic portfolio strategies  Representing portfolios  Stochastic discount factors  
DP4740 Optimal Stabilization Policy When Wages and Prices are Sticky: The Case of a Distorted Steady State 智库出版物
2004
作者:  Michael Woodford;  PIerpaolo Benigno
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Security design  Moral hazard  Asset pricing  Dynamic financial contracting